HIMS vs. IXC
HIMS (Hims & Hers Health, Inc.) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Over the past 5 years, HIMS returned 28.55%/yr vs 22.34%/yr for IXC. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
HIMS vs. IXC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HIMS achieves a -14.47% return, which is significantly lower than IXC's 34.71% return.
HIMS
- 1D
- 2.70%
- 1M
- -24.54%
- 6M
- 2.51%
- YTD
- -14.47%
- 1Y
- -55.60%
- 3Y*
- 46.90%
- 5Y*
- 28.55%
- 10Y*
- —
- ALL TIME*
- 16.38%
IXC
- 1D
- 0.63%
- 1M
- 13.16%
- 6M
- 19.17%
- YTD
- 34.71%
- 1Y
- 45.16%
- 3Y*
- 16.60%
- 5Y*
- 22.34%
- 10Y*
- 10.52%
- ALL TIME*
- 8.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $513.38M | $470.49M | $554.38M | |
| $40.96M | $62.51M | $57.88M |
HIMS vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HIMS Hims & Hers Health, Inc. | -14.47% | 34.28% | 171.69% | 38.85% | -2.14% | -55.14% | 47.47% | 1.23% |
IXC iShares Global Energy ETF | 34.71% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 5.94% |
Correlation
The correlation between HIMS and IXC is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019 | 0.10 |
The correlation between HIMS and IXC shifts across timeframes, from -0.14 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HIMS vs. IXC — Risk / Return Rank
HIMS
IXC
HIMS vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hims & Hers Health, Inc. (HIMS) and iShares Global Energy ETF (IXC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HIMS | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.85 | ||
| Sortino ratioReturn per unit of downside risk | -3.60 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.36 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 2.83 | -3.59 |
| Martin ratioReturn relative to average drawdown | -1.19 | 8.78 | -9.96 |
Loading charts...
Drawdowns
HIMS vs. IXC - Drawdown Comparison
The maximum HIMS drawdown since its inception was -87.29%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for HIMS and IXC.
Loading charts...
Drawdown Indicators
| HIMS | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.29% | -67.88% | -19.41% |
Max Drawdown (1Y)Largest decline over 1 year | -77.08% | -15.36% | -61.72% |
Max Drawdown (3Y)Largest decline over 3 years | -78.88% | -19.06% | -59.82% |
Max Drawdown (5Y)Largest decline over 5 years | -78.88% | -24.93% | -53.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.16% | — |
Current DrawdownCurrent decline from peak | -59.60% | -3.05% | -56.55% |
Average DrawdownAverage peak-to-trough decline | -43.40% | -17.42% | -25.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.87% | 4.95% | +45.92% |
Volatility
HIMS vs. IXC - Volatility Comparison
Hims & Hers Health, Inc. (HIMS) has a higher volatility of 29.05% compared to iShares Global Energy ETF (IXC) at 6.07%. This indicates that HIMS's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HIMS | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.05% | 6.07% | +22.98% |
Volatility (6M)Calculated over the trailing 6-month period | 74.17% | 16.03% | +58.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 91.82% | 19.61% | +72.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.07% | 23.37% | +60.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.60% | 26.82% | +50.78% |
Dividends
HIMS vs. IXC - Dividend Comparison
HIMS has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 2.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIMS Hims & Hers Health, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IXC iShares Global Energy ETF | 2.82% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
Frequently Asked Questions
HIMS and IXC have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HIMS has higher volatility (29.05%) compared to IXC (6.07%). In terms of maximum drawdown, HIMS dropped -87.29% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (2.22 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for HIMS and IXC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer